CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8907	5.89
$α$	0.1660	7.22
$β$	0.6471	14.31
$γ_{1}$	0.1127	1.96
$γ_{2}$	-0.1664	-2.19
$γ_{3}$	0.0661	1.60
$γ_{4}$	0.0526	1.26
$γ_{5}$	-0.1871	-3.76
$γ_{6}$	0.2343	4.52
$γ_{7}$	-0.1949	-3.90
$γ_{8}$	0.2028	3.99
$γ_{9}$	-0.2523	-4.87
$γ_{10}$	0.3512	4.96

V-Lab

Infratil Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:33.93% (-0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Infratil Ltd Analyses